Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51633.33 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48435.43 Kr¶

PnL: ---------------------------------------> -652.14 Kr¶

DD now: ---------------------------------> -0.599 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:25:11.160471'

Anic Portfolio¶

This Week¶

Return: 8.637 %¶

Total¶

Return: 69.03 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.310000 779.600000 106.600000 15.840000 673.000000
Nordea Bank Abp 29 0.210000 3542.640000 88.640000 2.570000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
Swedbank A 3 2.890000 608.100000 44.100000 7.820000 564.000000
SAAB B 8 -0.300000 3416.800000 39.800000 1.180000 3377.000000
Resurs Holding 22 0.470000 611.820000 37.820000 6.590000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.310000 381.900000 26.900000 7.580000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Intrum 4 0.260000 540.800000 13.800000 2.620000 527.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Securitas B 6 -1.040000 573.120000 3.120000 0.550000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.210000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 -0.110000 530.640000 -1.360000 -0.260000 532.000000
Corem Property Group B 59 -1.010000 575.550000 -1.450000 -0.250000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.920000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -0.440000 1638.000000 -16.000000 -0.970000 1653.999996
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 -0.400000 547.800000 -26.200000 -4.560000 574.000000
CTEK 13 -1.850000 497.120000 -36.880000 -6.910000 533.999999
International Petroleum Corp. 5 -3.240000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 -0.110000 4041.000000 -259.000000 -6.020000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48432.930000 -654.640000 -0.60139% 49087.564636

Updated:¶

'2023-01-31 11:24:37.748391'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶